Browsing Department of Economics (ECO) by Subject "large factor models"

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Title: Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP Author(s): MARCELLINO, Massimiliano; SCHUMACHER, Christian Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness ...

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